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AdvancedAnaly+cs:AkeyEnablerfortheEnergyTransi+on
COREEnergyDayLouvain-la-Neuve,April162018
OlivierDevolderHeadofEnergyGroup@N-SIDE
PhilippeChevalierCOREandN-SIDEPresident
AnalyAcs:awidegapbetweenacademiaandindustry
• Academicresearch:– Developmentofadvancedalgorithms– Benchmarkingbasedonearlieracademicresults
• Industrialprac+ce
– Vastmajorityofdatadrivendecisionstakenbasedspreadsheetmodels
– Lotsofbuzzwordswithnoclearimplementa+onpath
AdvancedAnaly+csinac+on
DESCRIPTIVEANALYTICS
PREDICTIVEANALYTICS
PRESCRIPTIVEANALYTICS
MakeBigDataaccessibleandmanageable
MakepredicAonssupportedbyArAficialIntelligenceTechniques
TakeOpAmaldata-drivendecisionssupportedbyopAmizaAonalgorithms
DATAECOSYSTEM
ImproveDataUnderstandingwithadvanceddashboards,KPIsandAnalysis
TheN-SIDEproject
• Observa+on:– Manycompaniesdonotusestateofthearttechniquesinanaly+cs
– Thereisnopartnertoefficientlytransferacademicknowledgeinthisareatoindustry
• Goal:– Makestateoftheartinanaly+cseasilyavailabletoindustry
– Onceindustrialpartnersareusingstateofthearttechnology,createadirectlinkwithacademiatofosteradvancedresearchprojectsforfurtherprogress
N-SIDEcurrently
• 75employees– 30%holdaPhD– 10na+onali+es
• Stronglocalacademic+es– Spin-offcompanyofbothUCL&Ulg– Ac+vein4researchprojectoftheWallonregiontogetherwithuniversitylabs(fundingof10researchersin3universi+es)
• Broadinterna+onalreach– 85%ofturnoveroutsideBelgium(>50%outsideEU)– Ac+vein3H2020researchprojects
5
6
Ac#veElectricityConsumersHowtomakethedemandmoreflexibleandtoadaptitbasedonavailableRESproduc;on?
DynamicImbalanceRiskManagementHowtomanagetheriskinadynamicwayandsecurethebalanceofthesystematany;me?
ElectricityMarketsIntegra#onHowtointegrateefficientlytheeuropeanelectricitymarketsandfosterimport/exportbetweencountries?
ThreeofthekeychallengesforasuccessfulEnergyTransi+on
8
ElectricityProduc;oninGermanyMarch12-March182018
Electricitysectorisfacingarevolu+onwhereflexibilitybecomesakeyasset…
• AlmostallGermanDemandhastobecoveredbyConven+onalPowerPlant
èHigherElectricityPrice
• GermandemandismorethancoveredbyRenewable
èPeriodwithnega+veelectricitypriceandstrongexport
CombiningdifferentlayersofAdvancedAnaly+cstoenableflexibilityinindustrialsites
DAPriceForecast
ImbalancePriceForecast
EnergyProducAon
Forecasts
FlexibleProducAonProcessesModels
FlexibleCHPModels
FlexibleAuxiliaryProcessesModels
StorageModel
InvestmentOpAmizaAon
PlanningOpAmizaAon
NominaAonOpAmizaAon
Real-TimeOpAmizaAon
DA/ImbalanceSpreadForecast
Accurateforecasts Efficientmathema+calmodelling
Advancedop+miza+onalgorithms
=+ +
ENERTOP:CustomizedEnergyFlexibilityOp+miza+onPlahorm
CombiningdifferentlayersofAdvancedAnaly+cstoenableflexibilityinindustrialsites
DAPriceForecast
ImbalancePriceForecast
EnergyProducAon
Forecasts
FlexibleProducAonProcessesModels
FlexibleCHPModels
FlexibleAuxiliaryProcessesModels
StorageModel
InvestmentOpAmizaAon
PlanningOpAmizaAon
NominaAonOpAmizaAon
Real-TimeOpAmizaAon
DA/ImbalanceSpreadForecast
Accurateforecasts Efficientmathema+calmodelling
Advancedop+miza+onalgorithms
=+ +
ENERTOP:CustomizedEnergyFlexibilityOp+miza+onPlahorm
Predic+ngelectricitymarketprices:threemachinelearningchallenges
1.Day-AheadpricesresoluAon:onepriceperhourtarget:1dayto7dayinadvanceN-SIDEprecision:+-10%error
2.ImbalancepricesresoluAon:onepriceperquartertarget:1quarterto4quarterinadvanceN-SIDEprecision:+-25%error
3.ImbalanceversusDay-AheadresoluAon:oneprobabilityperhourtarget:1dayinadvanceN-SIDEprecision:+-40%error
DAreal
DAforecast
IMBreal
IMBforecast
DAreal
IMBreal
Probability(DA>Imb)forecast
CLASSIFICATIONPROBLEM
REGRESSIONPROBLEM
Structuringthe“intelligence”behindtheplahorm
13
Schedulerthatrunonaserver
CleanData
ForecastData
Model
DataHandler
Training-Valida+ng
Predic+ng
INTERFACE
Storage
RESTAPI
FeatureselecAon
XGB–DeepLearning
Django
PostgreSQL
x500inputs
CombiningdifferentlayersofAdvancedAnaly+cstoenableflexibilityinindustrialsites
DAPriceForecast
ImbalancePriceForecast
EnergyProducAon
Forecasts
FlexibleProducAonProcessesModels
FlexibleCHPModels
FlexibleAuxiliaryProcessesModels
StorageModel
InvestmentOpAmizaAon
PlanningOpAmizaAon
NominaAonOpAmizaAon
Real-TimeOpAmizaAon
DA/ImbalanceSpreadForecast
Accurateforecasts Efficientmathema+calmodelling
Advancedop+miza+onalgorithms
=+ +
ENERTOP:CustomizedEnergyFlexibilityOp+miza+onPlahorm
Mathema+calModelstorepresentindustrialprocessescomplexityandflexibility…
15
Electricityconsump+on
Blend
x%
y%
z%
Bounds
Yield
Steady
ShutdownStartup
Profile Ramping
…inanintegratedway
WoodChipsArrival Screening
Bleaching
PaperMachinePulpIntake
PulpStorageTanks
Conveyors
RefinersFirstSet
RefinersSecondSet
LB HB HB
KeyoperaAonstobeopAmized
• On/OffState• Minimal+meon/off• Max.numberofstop
• Tankcapacity• Acceptablestocklevels
MinimisingCosts• Energy• Opera+ons• Penal+es
• RecipesHB/LB• Maxcapacity• Processing+me
Min/maxcapacity
CombiningdifferentlayersofAdvancedAnaly+cstoenableflexibilityinindustrialsites
DAPriceForecast
ImbalancePriceForecast
EnergyProducAon
Forecasts
FlexibleProducAonProcessesModels
FlexibleCHPModels
FlexibleAuxiliaryProcessesModels
StorageModel
InvestmentOpAmizaAon
PlanningOpAmizaAon
NominaAonOpAmizaAon
Real-TimeOpAmizaAon
DA/ImbalanceSpreadForecast
Accurateforecasts Efficientmathema+calmodelling
Advancedop+miza+onalgorithms
=+ +
ENERTOP:CustomizedEnergyFlexibilityOp+miza+onPlahorm
Efficientop+miza+onalgorithmstogenerateop+malflexibilitydecisions
18
AdvancedOp+miza+onAlgorithms
ü Accurateresultsü Fastrunning
ü RobustSoluAonü IntuiAvePlanning
Electricitypriceforecast
RiskFactorsforecast
Mathema+calmodeling
OpAmizedplanning
Efficientop+miza+onalgorithmstogenerateop+malflexibilitydecisions
19
AdvancedOp+miza+onAlgorithms
Electricitypriceforecast
RiskFactorsforecast
Mathema+calmodeling
OpAmizedplanning
• MixedIntegerProgramming• ConstraintProgramming• Non-linearOp+miza+on• Stochas+cOp+miza+on
ENERTOP@Fromflexibilitypoten+altorealsavings
AlignmentonObjec+vesLeverageEnergyflexibilityintheCTMPLinestoreduce
electricitycost
TrainingFinalusertraining
Userfriendlyandefficienttool
implementa+oninthedecisionprocessandITinfrastructure
Realis+cModelingGoodmatchbetweensoqwareandCTMPReality
- Kickoffmee+ng- Projectpresenta+on- Communica+onofSAPPItoemployees
- Collabora+onProcessEngineers/N-SIDEtodefineplantreali+es(Processset-up,constraints)
- Processmodelingexper+seofN-SIDE- Calibra+onbasedonhistoricaldata
- Integrateduserinterfacerequirements- Automateddataimporta+on- Integrateddecisionprocess- Integra+ontoexis+ngwayofworking
- TrainingforallEnd-User- Userguidedocumenta+on- Dedicatedtrainingfordemandingoperators- Frequentcontactforansweringques+ons- Support+cketmechanismincaseofproblem
Freq
uentinterac+on
swith
SAP
PI
offlexopportuni;escapturedwithMachineLearning
ofrecommenda;onsConvertedintoac;ons
ofsavingsontheDAEnergyBill
80%
95%540k€
Flexibilitybeyondindustrialsites
E-Cloud:Op+mizedmicrogridsforindustrialparks
INTEREST:Op+mizedintegratedrenewableenergypowersta+onsincludingHydrogenandgreenmobility
EVFleetOpAmizer:Op+malchargingstrategyforEVfleetsbasedonSolarproduc+on,on-siteconstraintsandmarketincen+ves
23
ElectricityProduc;oninGermanyMarch12-March182018
IntermisentRenewableElectricityProduc+onleadstoagrowingimportanceofimport/exportatEUlevel
LowRenewableProduc+oninGermanybutHighdemandèGermanyisimpor+ng
HighRenewableProduc+oninGermanybutLowdemandèGermanyisexpor+ng
Allover
Europe
tosolveUEmarket
couplingproblem
averagedailyvalueof
matchedtrades
OfsuccessfulcouplingforDAmarkets
2500daysofEuropeanMarketCouplingwithEuphemiaalgorithm
HORIZONTALINTEGRATIONEUPHEMIAMarketCouplingAlgorithmfor
EuropeanDAmarkets
23countries
10min200M€2500days
Accuraterepresenta+onofGridconstraints(ATC,Flow-based,etc)
MarketCujng-edgeOpAmizaAonalgorithmstosolve• Large-scale(mul+-countries)• Non-linear(complexnetwork
representa+on,complexmarketrules)• Non-Convex(complexmarketproducts)…problemsinlimitedamountofAme
DESCRIPTIVEANALYTICS
PRESCRIPTIVEANALYTICS
Theytrustus
FromEuropeantoLocalMarkets
SmartNet:TSO/DSOCoordina+on
Magnitude:Mul+-energyMarketsintegra+on
P2PLocalElectricityMarkets
27
ElectricityProduc;oninGermanyMarch12-March182018
Therisksinthesystemsbecomesalsomorevariablesandneedstobecoveredbya«dynamicinsurance»
RiskofWindForecastError:riskofhavingmore/lesselectricitythanexpected(Symmetric?)
RiskofPVForecastError:riskofhavingmore/lesselectricitythanexpected(Symmetric?)
Riskofpowerplantoutage:riskofhavinglesselec.thanexpected RiskofHVDCcableoutage:
riskofhavingmoreelec.thanexpected(ifexpor+ng)
• UncertaintyinPVandWindProduc+on• UncertaintyinLoad
28
ForecastUncertainty FailureandOutage• Forcedoutageofpowerplants• Failuresinthegrid(e.g.storms)
WhatsizeofReserveisrequiredtocovertherisk?
WhyReserveSizing?
29
• UncertaintyinRenewableProduc+onitselfdependsonD-1Forecastlevel
• UncertaintyinLoadcandependonD-1expectedsystemstate
ForecastUncertainty FailureandOutage• Riskofforcedoutageofpowerplants
dependsonDAMdispatch• RiskofHVDCfailuresdependsonDAM
dispatch
Incen+vetosizeinadynamicwayinsteadofonayearlybasis
WhyDynamicReserveSizing?
99.9
%
relia
bilit
y30
DynamicDimensioningsupportedbyMachineLearningalgorithms…
CO
MPLEXITY
DISCRETEMAPPING “CONTINUOUSMAPPING”
“manualdesignofscenarios”
MachineLearningClustering(KMEANS)
MachineLearning:KNN
MachineLearning
Regression(ANN)
Feature 1
Feat
ure
2
Feature 1
Feat
ure
2
Feature 1
Feat
ure
2
31
…togenerategainsinreliability,volumesandrobustness
GaininRELIABILITY
SavingsofVOLUMES
GaininROBUSTNESS
Robustmethodologywhichremainsbeneficial&feasibletowardsthemiddleandlongtermsystemcondi+ons:• Toward2020• Aswellastowards2027
PosiAvebusinesscase:• Volumereduc+onmore85%/Ame• Financialgainsexpectedofmore2M
€/y(outweighingtheimplementa+oncosts)
AbemerreliabilitymanagementHigherFRRduringhigherriskperiods:properreliabilitysecuredmoreconstantlyalongtheyear
1100
1300
1500
1700
sta+c
0,0
50,0
100,0
UPWARD DOWNWARD
HighBMscenario2020 ReferenceCase2020
LowBMscenario2020 Post-Nuclear2027
Volumesavings
Study conducted for Belgium by ELIA with N-
SIDE support for Machine Learning aspects
TheneedforstrongerAesbetweenacademiaandindustryisincreasing
• Fundingbodiesarelookingforimpact• Scien+ficjournalsaskforprac+calrelevance
• Companiesfocusoncorebusiness• Amountofdataavailableisincreasingexponen+ally